RACOG and wRACOG: Two Probabilistic Oversampling Techniques.

Abstract

As machine learning techniques mature and are used to tackle complex scientific problems, challenges arise such as the imbalanced class distribution problem, where one of the target class labels is under-represented in comparison with other classes. Existing oversampling approaches for addressing this problem typically do not consider the probability distribution of the minority class while synthetically generating new samples. As a result, the minority class is not well represented which leads to high misclassification error. We introduce two Gibbs sampling-based oversampling approaches, namely RACOG and wRACOG, to synthetically generating and strategically selecting new minority class samples. The Gibbs sampler uses the joint probability distribution of attributes of the data to generate new minority class samples in the form of Markov chain. While RACOG selects samples from the Markov chain based on a predefined <i>lag</i>, wRACOG selects those samples that have the highest probability of being misclassified by the existing learning model. We validate our approach using five UCI datasets that were carefully modified to exhibit class imbalance and one new application domain dataset with inherent extreme class imbalance. In addition, we compare the classification performance of the proposed methods with three other existing resampling techniques.